English
繁體中文 简体中文 English 日本語 한국어
Resources

Research sections

All reports Published reports
Insights Methodology Pricing Marketplace
Get research access
Menu

Small-cap liquidity threshold screen

Which small companies still have reasonably sufficient and continuous trading activity?

Screening and watchlists (examples) SCR-040 Scatter Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Example holdings. Holdings, weights and watchlist entries on this page are example holdings generated for illustration. They are not a user account, a saved portfolio or any real position.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Small-cap, highly active
659,674 HKD
Lowest item: Mid-cap reference
139,496 HKD
Average
313,776 HKD
Number of items
4 items

Market cap vs. liquidity scatter

Median daily turnover (base currency) (Scatter)

Share of days with non-zero trading

Market capitalization (base currency) (Bar)

Thresholds and currency

Median daily turnover (base currency) and Market capitalization (base currency) (Table)

Sample data rows

Market capitalization (base currency)Median daily turnover (base currency)Market capitalization (base currency)Data date (sample)
Small-cap, highly active 659674 785633 2026-10-16
Small-cap, low activity 281455 220096 2026-10-16
Mid-cap reference 139496 146891 2026-10-16
Suspended, excluded 174477 258013 2026-10-16